Numerical Treatment for the Solution of Stochastic Fractional Differential Equation Using Lerch Operational Matrix Method

Author:

Singh P. K.1,Saha Ray S.1

Affiliation:

1. Department of Mathematics, National Institute of Technology, Rourkela 769008, India

Abstract

Abstract The article aims to propose the Lerch operational matrix method to solve a stochastic fractional differential equation. In this approach, the Lerch polynomials have been used as a basis function. Then, the product operational matrix, integral operational matrix, stochastic operational matrix, and operational matrix of fractional integral based on the Lerch polynomials have been constructed. The main characteristic of this method is to reduce the stochastic fractional differential equation into a system of algebraic equations by using derived operational matrices and suitable collocation points. Moreover, the convergence and error analysis of the presented method is also discussed in detail. Additionally, the applicability of the proposed technique is also demonstrated by solving some examples. To confirm the accuracy and effectiveness of the suggested technique, a comparison between the results produced by the proposed method and those obtained by other methods has been provided.

Publisher

ASME International

Subject

Applied Mathematics,Mechanical Engineering,Control and Systems Engineering,Applied Mathematics,Mechanical Engineering,Control and Systems Engineering

Reference30 articles.

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4. Triangular Functions (TF) Method for the Solution of Nonlinear Volterra–Fredholm Integral Equations;Commun. Nonlinear Sci. Numer. Simul.,2010

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